﻿/*
 Copyright (C) 2008-2013  Andrea Maggiulli (a.maggiulli@gmail.com)

 This file is part of QLNet Project http://qlnet.sourceforge.net/

 QLNet is free software: you can redistribute it and/or modify it
 under the terms of the QLNet license.  You should have received a
 copy of the license along with this program; if not, license is  
 available online at <http://qlnet.sourceforge.net/License.html>.
  
 QLNet is a based on QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 The QuantLib license is available online at http://quantlib.org/license.shtml.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace QLNet
{
	public class FDDividendEuropeanEngine : FDEngineAdapter<FDDividendEngine, DividendVanillaOption.Engine>, IFDEngine
	{
		public FDDividendEuropeanEngine()
		{}

		public FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints,
				bool timeDependent = false)
			: base(process, timeSteps, gridPoints, timeDependent) { }


		public IFDEngine factory(GeneralizedBlackScholesProcess process, int timeSteps = 100 , int gridPoints = 100)
		{
			return new FDDividendEuropeanEngine(process, timeSteps, gridPoints);
		}
	}
}
